In partnership with:
CME Group

08 The Systematic Investor Series – November 5th, 2018

Welcome to The Systematic Investor series. It's a great privilege for me to invite you to a behind the scenes conversation between some of my favorite systematic investors namely Jerry Parker and Moritz Seibert. We get on a "call" each week to discuss the events that took place through the lens of a Systematic Investor and how the trading strategies we work with are reacting. It's a raw and honest exploration and we hope you will join and be part of...not least by sending us questions that we can discuss. Please send your questions to

Episode Summary

0:00 - Intro
0:50 - Weekly recap
20:15 - Top tweets
38:50 - Question 1: Kyle; What’s the preferred method of dynamically adjusting/rebalancing a portfolio?
49:30 - Question 2: Dave; Please describe ways to reduce risk in drawdowns
52:50 - Question 3: Dimitry; What time frames do you consider too long to be effective (ex. quarterly)
57:45- Question 4: Dimitry; At what point in drawdown (%) do you say something is wrong with the system?
1:01:30 - Question 5: Robert; Do you typically trade the front month contract or use proprietary methods to select contracts?
1:04:30 - Performance recap

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